JMGRX vs. BQMGX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Bright Rock Mid Cap Growth Fund (BQMGX).
JMGRX is a passively managed fund by Janus Henderson that tracks the performance of the Russell Midcap® Growth Index. It was launched on Sep 1, 1992. BQMGX is managed by Bright Rock. It was launched on May 26, 2010.
Performance
JMGRX vs. BQMGX - Performance Comparison
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JMGRX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | -5.96% | 7.66% | 15.28% | 18.03% | -15.99% | 17.07% | 20.43% | 35.28% | -0.88% | 26.36% |
BQMGX Bright Rock Mid Cap Growth Fund | -5.31% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Returns By Period
In the year-to-date period, JMGRX achieves a -5.96% return, which is significantly lower than BQMGX's -5.31% return. Over the past 10 years, JMGRX has outperformed BQMGX with an annualized return of 11.60%, while BQMGX has yielded a comparatively lower 8.92% annualized return.
JMGRX
- 1D
- 2.71%
- 1M
- -5.70%
- YTD
- -5.96%
- 6M
- -3.90%
- 1Y
- 5.15%
- 3Y*
- 8.29%
- 5Y*
- 4.92%
- 10Y*
- 11.60%
BQMGX
- 1D
- 1.78%
- 1M
- -7.93%
- YTD
- -5.31%
- 6M
- -7.79%
- 1Y
- -1.87%
- 3Y*
- 4.14%
- 5Y*
- 3.34%
- 10Y*
- 8.92%
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JMGRX vs. BQMGX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Return for Risk
JMGRX vs. BQMGX — Risk / Return Rank
JMGRX
BQMGX
JMGRX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Bright Rock Mid Cap Growth Fund (BQMGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| JMGRX | BQMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | -0.09 | +0.38 |
Sortino ratioReturn per unit of downside risk | 0.55 | -0.01 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.00 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | -0.05 | +0.49 |
Martin ratioReturn relative to average drawdown | 1.57 | -0.14 | +1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMGRX | BQMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | -0.09 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.20 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.50 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.50 | +0.08 |
Correlation
The correlation between JMGRX and BQMGX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JMGRX vs. BQMGX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 7.93%, more than BQMGX's 4.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | 7.93% | 7.46% | 6.97% | 7.46% | 10.42% | 15.91% | 8.44% | 4.47% | 6.42% | 1.77% | 1.81% | 3.63% |
BQMGX Bright Rock Mid Cap Growth Fund | 4.35% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
Drawdowns
JMGRX vs. BQMGX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for JMGRX and BQMGX.
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Drawdown Indicators
| JMGRX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -36.05% | -19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -11.62% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -25.92% | +1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -36.05% | -2.20% |
Current DrawdownCurrent decline from peak | -8.99% | -11.07% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -5.83% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.85% | -0.25% |
Volatility
JMGRX vs. BQMGX - Volatility Comparison
Janus Enterprise Fund Class I (JMGRX) has a higher volatility of 5.41% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 4.65%. This indicates that JMGRX's price experiences larger fluctuations and is considered to be riskier than BQMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMGRX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.65% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 9.05% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 15.98% | +2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 16.84% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 17.97% | +0.70% |